Using proprietary technical indicators and manager experience, the fund seeks to add returns to traditional portfolios, while providing downside protection.
• Uses S&P and VIX futures options to perform in various market conditions.
• Employs strict allocation and risk management with limited or no leverage.
• Fee structure based only on performance, aligning fund manager and investor interests.
S&P 500 and VIX Options plus Futures.
Average Trading Duration
One week to more than one month.
Will not exceed 50 percent of the fund.
Types of Positions
Typically short term (<1month) put credit spreads initiated at strike prices outside of trading ranges determined by proprietary modeling. Based upon market conditions and value call credit spread may be added.
A tested methodology, used by principals who have invested and continue to invest their own capital into the program.